Captain Toolbox 

News & Comment 

Publication Downloads 

Time-frequency plot produced when the Dynamic (time-variable parameter) Auto-Regression (DAR) routine in CAPTAIN is applied to a ‘chirp’ signal. The analysis is fully automatic and based on the Kalman Filter and Fixed Interval Smoothing algorithms, with the ‘hyper para-meters’ optimized by fitting the model to the Auto-regressive spectrum using maximum likelihood based on prediction error decomposition. The  Dynamic Harmonic Regression (DHR) routine provides even greater flexibility and is a very popular tool in CAPTAIN. It can be combined with updated transfer function models to allow for the effects of changes in input variables, as shown in the climate forecasting example discussed briefly on the `Seminars & Papers ‘ page (see above)

The Computer-Aided Program for Time-series Analysis and Identification of  Noisy Systems (CAPTAIN ) Toolbox

This Website is intended primarily to support the CAPTAIN Toolbox for Matlab, which provides access to novel, mainly recursive,  algorithms for various important  aspects of identification, estimation, nonstationary time series analysis and signal processing, adaptive forecasting and automatic control system design. These have been developed between 1981 and the present at Lancaster University, UK, based on research carried out by Peter Young with colleagues at Lancaster, the Australian National University, Canberra, Australia (1975-1981) and the University of Cambridge, UK (1965-1975).

CAPTAIN’s numerous Matlab routines (m-files) provide access to most of the algorithms that are used in the Data-Based Mechanistic (DBM) approach to the modelling of stochastic, dynamic systems from sampled data. An overview of CAPTAIN can be obtained from the download page. A fully functional version of the CAPTAIN Toolbox can be downloaded from: 

https://uk.mathworks.com/matlabcentral/fileexchange/173965-captain-toolbox

An optional e-Handbook is available but this needs updating for later developments.

The present Website also provides information that may be of use to CAPTAIN users: first, short articles on Technical Matters that discuss new and proposed developments in the Toolbox, as well as advice on the use and application of its routines; second Thoughts and Speculations, presenting my views on various topics that I was considering at the time.

Peter Young, Lancaster 14 April 2026

Website constructed from iWeb original by PCY using Sitely to import and update